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Investment Managers Series Trust II Tradr 1.5X Short NVDA Daily ETF NVDS

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Market datapartial · fetched 2026-10-23T21:56:37.179Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T21:27:38.985998963Z

FundamentalsAlpha Vantage · unavailable

Share price$19.77
1D+0.9%
AH$19.47$19.55$19.64$19.73$19.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVDS
Sold putSold callAH

Investment Managers Series Trust II Tradr 1.5X Short NVDA Daily ETF options

Live interpolated NVDS call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 1.5X Short NVDA Daily ETF$0.23$1.73$3.24$4.75$6.25$14.72$17.06$19.40$21.74$24.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDS spot · $19.77NVDS PRICE$0.39$0.51$0.62$0.75$0.87$1.04$1.21$1.41$1.64$1.86$2.08$2.31$2.67$0.44$0.61$0.79$0.98$1.26$1.61$1.97$2.35$2.75$3.22$3.98$4.65$5.82
PutsExpensive1.61×
CallsExpensive1.35×
SkewBearish+13.62 pp
Implied moveBearish±$3.18
TiltBearish27.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7569.1%22.1%17.3364.2%14.6%
25Δ22.9468.3%18.6%17.8166.5%13.0%
30Δ22.1865.4%15.4%18.2967.6%11.5%
35Δ21.5763.3%12.9%18.7767.8%10.0%
40Δ21.0161.5%10.7%19.2670.4%8.9%
45Δ20.5661.2%9.3%19.7675.0%8.2%
50Δ20.1260.9%7.9%20.3177.8%7.3%
55Δ19.6961.1%6.7%20.8879.1%6.2%
60Δ19.2761.6%5.7%21.4979.2%5.2%
65Δ18.8561.2%4.7%22.1479.8%4.3%
70Δ18.4459.5%3.8%23.0484.3%3.6%
75Δ18.0357.8%2.9%23.8784.4%2.8%
80Δ17.5457.4%2.2%25.1889.2%2.1%

20Δ

Calls
Pseudo strike
23.75
IV
69.1%
B/E move
22.1%
Puts
Pseudo strike
17.33
IV
64.2%
B/E move
14.6%

25Δ

Calls
Pseudo strike
22.94
IV
68.3%
B/E move
18.6%
Puts
Pseudo strike
17.81
IV
66.5%
B/E move
13.0%

30Δ

Calls
Pseudo strike
22.18
IV
65.4%
B/E move
15.4%
Puts
Pseudo strike
18.29
IV
67.6%
B/E move
11.5%

35Δ

Calls
Pseudo strike
21.57
IV
63.3%
B/E move
12.9%
Puts
Pseudo strike
18.77
IV
67.8%
B/E move
10.0%

40Δ

Calls
Pseudo strike
21.01
IV
61.5%
B/E move
10.7%
Puts
Pseudo strike
19.26
IV
70.4%
B/E move
8.9%

45Δ

Calls
Pseudo strike
20.56
IV
61.2%
B/E move
9.3%
Puts
Pseudo strike
19.76
IV
75.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
20.12
IV
60.9%
B/E move
7.9%
Puts
Pseudo strike
20.31
IV
77.8%
B/E move
7.3%

55Δ

Calls
Pseudo strike
19.69
IV
61.1%
B/E move
6.7%
Puts
Pseudo strike
20.88
IV
79.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
19.27
IV
61.6%
B/E move
5.7%
Puts
Pseudo strike
21.49
IV
79.2%
B/E move
5.2%

65Δ

Calls
Pseudo strike
18.85
IV
61.2%
B/E move
4.7%
Puts
Pseudo strike
22.14
IV
79.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
18.44
IV
59.5%
B/E move
3.8%
Puts
Pseudo strike
23.04
IV
84.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
18.03
IV
57.8%
B/E move
2.9%
Puts
Pseudo strike
23.87
IV
84.4%
B/E move
2.8%

80Δ

Calls
Pseudo strike
17.54
IV
57.4%
B/E move
2.2%
Puts
Pseudo strike
25.18
IV
89.2%
B/E move
2.1%

Options history

No recorded observations